Trading Metrics calculated at close of trading on 18-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1,765.2 |
1,722.9 |
-42.3 |
-2.4% |
1,794.2 |
High |
1,770.5 |
1,741.2 |
-29.3 |
-1.7% |
1,799.5 |
Low |
1,714.2 |
1,715.2 |
1.0 |
0.1% |
1,714.2 |
Close |
1,722.9 |
1,727.9 |
5.0 |
0.3% |
1,727.9 |
Range |
56.3 |
26.0 |
-30.3 |
-53.8% |
85.3 |
ATR |
39.4 |
38.4 |
-1.0 |
-2.4% |
0.0 |
Volume |
28,609 |
32,076 |
3,467 |
12.1% |
98,086 |
|
Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.1 |
1,793.0 |
1,742.2 |
|
R3 |
1,780.1 |
1,767.0 |
1,735.1 |
|
R2 |
1,754.1 |
1,754.1 |
1,732.7 |
|
R1 |
1,741.0 |
1,741.0 |
1,730.3 |
1,747.6 |
PP |
1,728.1 |
1,728.1 |
1,728.1 |
1,731.4 |
S1 |
1,715.0 |
1,715.0 |
1,725.5 |
1,721.6 |
S2 |
1,702.1 |
1,702.1 |
1,723.1 |
|
S3 |
1,676.1 |
1,689.0 |
1,720.8 |
|
S4 |
1,650.1 |
1,663.0 |
1,713.6 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,003.1 |
1,950.8 |
1,774.8 |
|
R3 |
1,917.8 |
1,865.5 |
1,751.4 |
|
R2 |
1,832.5 |
1,832.5 |
1,743.5 |
|
R1 |
1,780.2 |
1,780.2 |
1,735.7 |
1,763.7 |
PP |
1,747.2 |
1,747.2 |
1,747.2 |
1,739.0 |
S1 |
1,694.9 |
1,694.9 |
1,720.1 |
1,678.4 |
S2 |
1,661.9 |
1,661.9 |
1,712.3 |
|
S3 |
1,576.6 |
1,609.6 |
1,704.4 |
|
S4 |
1,491.3 |
1,524.3 |
1,681.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,799.5 |
1,714.2 |
85.3 |
4.9% |
32.3 |
1.9% |
16% |
False |
False |
19,617 |
10 |
1,806.6 |
1,714.2 |
92.4 |
5.3% |
35.2 |
2.0% |
15% |
False |
False |
19,341 |
20 |
1,806.6 |
1,639.0 |
167.6 |
9.7% |
35.2 |
2.0% |
53% |
False |
False |
12,274 |
40 |
1,806.6 |
1,543.3 |
263.3 |
15.2% |
39.9 |
2.3% |
70% |
False |
False |
8,019 |
60 |
1,925.1 |
1,543.3 |
381.8 |
22.1% |
45.4 |
2.6% |
48% |
False |
False |
6,404 |
80 |
1,925.1 |
1,543.3 |
381.8 |
22.1% |
45.5 |
2.6% |
48% |
False |
False |
5,846 |
100 |
1,925.1 |
1,482.6 |
442.5 |
25.6% |
39.9 |
2.3% |
55% |
False |
False |
4,806 |
120 |
1,925.1 |
1,482.6 |
442.5 |
25.6% |
35.3 |
2.0% |
55% |
False |
False |
4,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,851.7 |
2.618 |
1,809.3 |
1.618 |
1,783.3 |
1.000 |
1,767.2 |
0.618 |
1,757.3 |
HIGH |
1,741.2 |
0.618 |
1,731.3 |
0.500 |
1,728.2 |
0.382 |
1,725.1 |
LOW |
1,715.2 |
0.618 |
1,699.1 |
1.000 |
1,689.2 |
1.618 |
1,673.1 |
2.618 |
1,647.1 |
4.250 |
1,604.7 |
|
|
Fisher Pivots for day following 18-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1,728.2 |
1,750.7 |
PP |
1,728.1 |
1,743.1 |
S1 |
1,728.0 |
1,735.5 |
|